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scientific article; zbMATH DE number 6318815
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scientific article; zbMATH DE number 6318815

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    DOI
    10.1214/12-SSY082
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    author
    Ziyu Liang
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    John J. Hasenbein
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    publication date
    21 July 2014
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    Mathematics Subject Classification ID
    60F10
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    60J65
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    60G48
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    49J55
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    93E20
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    zbMATH DE Number
    6318815
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    zbMATH Keywords
    large deviations
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    semimartingale reflected Brownian motion
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    variational problem
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    optimal paths
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